0.0%
KDP vs LUNR
+51.5%
-51.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.9% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | +7.8% | -11.3% | +19.1% | +7.8% |
| 3M | -0.1% | -44.9% | +44.9% | 0.0% |
| 6M | +14.0% | -17.3% | +31.3% | +13.9% |
| YTD | +15.1% | -9.9% | +25.0% | +14.8% |
| 1Y | +18.5% | +76.1% | -57.6% | +17.9% |
| 3Y | +2.9% | +240.0% | -237.1% | +1.7% |
| All | 0.0% | +51.5% | -51.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling